+634.6%
XYZ vs PEGA
+92.7%
+541.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.3% | -4.6% | -4.2% |
| 7D | +12.6% | -8.2% | +20.8% | +18.4% |
| 30D | +10.8% | -11.6% | +22.4% | +18.7% |
| 3M | +8.4% | -4.2% | +12.5% | +9.5% |
| 6M | +14.3% | -12.0% | +26.3% | +19.2% |
| YTD | +31.5% | -46.9% | +78.4% | +83.0% |
| 1Y | +28.1% | -47.0% | +75.1% | +77.2% |
| 3Y | +66.2% | +40.9% | +25.3% | -8.2% |
| 5Y | -62.3% | -45.4% | -17.0% | -56.0% |
| 10Y | +634.6% | +95.9% | +538.7% | +350.3% |
| All | +634.6% | +92.7% | +541.9% | +350.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PEGA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling